Jobs

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Current Jobs:


  • MVA (two roles) (Posted 10th October 2017)
  • PFE (one role) (Posted 10th October 2017)

  • Statistical Analyst (Posted 2nd October 2017)

To Nordea frontpage
  • Quantitative Analyst for Market Risk Models for FRTB (Posted 30th September 2017)

Image result for bnp paribas logo

  • Senior Quantitative Analyst (Posted 13th September 2017)
  • Data Scientist Junior (Posted 13th September 2017)

RavenPack
  • Data Scientist (Quant) (Posted 8th September 2017)

 


Location: London, UK

MVA (two roles). Work on the implementation of MVA (margin valuation adjustment) within the XVA library, to enhance calculations around the lifetime cost of initial margin within the context of the SIMM regulations. The XVA library is cross-asset, written in CUDA and C++. Previous experience of C++ development in a Front Office quantitative research role is required. Previous experience of XVA, CUDA, or SIMM is not a requirement, but would be beneficial.

PFE (one role). Work on the development of the PFE engine within the XVA library. The XVA library is cross-asset, written in CUDA and C++. Previous experience of C++ development in a Front Office quantitative research role is required. Previous experience of XVA and/or CUDA is not a requirement, but would be beneficial.  

Contact: Mac Conamhna, Oisín

 


Position: Statistical Analyst (SA)

Location: Milan, Italy

The Statistical Analyst (SA) we are looking for has a deep knowledge in Statistics, and is interested in crunching numbers and in gaining experience in a broad range of financial risk management topics. Her/his main responsibilities will be:

  • To develop statistical models to analyse and forecast time series.
  • To develop tools to model Credit Risk metrics (PD, LGD, …).
  • To produce and maintain readable code in the main statistical software (SAS/R/ Stata).
  • To collaborate with Iason’s colleagues in the implementation of internal development projects.
Apply Now

To Nordea frontpage

Position: Quantitative Analyst for Market Risk Models for FRTB (Posted 30th September 2017)

Location: Copenhagen, Denmark

We are looking for an experienced quantitative analyst to drive the development of models for market risk management in Nordea. The job offers a unique opportunity to be part of a team which creates the future market risk framework. We seek a person that can not only develop models, but also has an understanding of systems and can drive deliveries of new models from concept to production.

 

The position we offer

Market Risk Analytics Projects is a team of 9 people who are responsible for redefining methodologies and models to measure market risk in Nordea, as part of large cross-organisational projects. We are currently developing the next generation of market risk models, replacing both existing market risk models and IT infrastructure.  
 
We are part of the Risk Models unit within Group Risk Management & Control. Risk Models has the responsibility for models used for measuring all types of risk in Nordea. In Risk Models we are one of two teams in Market Risk Analytics, where the other team is responsible for the existing models used in today’s production.  
 
The market risk area is undergoing massive changes these years. Stricter regulatory focus is prompting banks to invest heavily in models and IT infrastructure. Especially the “Fundamental Review of Trading Book” (FRTB) is changing the landscape of trading activities and risk models significantly, due to new capital- and model requirements.  
 
Because of this, a new suite of risk models are currently being developed within the Market Risk Analytics Projects team.  
 
The team is building models for market risks in all asset classes such as interest rates, credit, FX and equities associated with the products that Nordea is dealing in: Swaps and other derivatives, bonds, stocks, structured products and much more. We own the methodology and models, and work closely together with other teams – including Market Risk IT who delivers our models in production.  
 
As a risk modeller your job is to build models within the new regulatory framework of FRTB and thereby enabling Nordea’s trading units to operate in an efficient and compliant way. In FRTB terms our responsibility includes Internal Model Approach, Non-Modellable Risk Factors, Default Risk Charge and other methodology related areas. This job offers an extraordinary opportunity for the right candidate to create the next generation of market risk models.  
 
The team is located in Nordea’s offices at Christianshavn, Copenhagen and we enjoy an open and direct working environment with lots of interaction with colleagues in risk reporting units, as well as different IT and trading units.  
 

The qualifications you need

Some characteristics of the preferred candidate:  
 
  • University degree (master or PhD) within a quantitative field (Mathematics, Natural Sciences, Finance, Economics, Engineering).  
  • At least three years of experience with market risk- or pricing models from a financial institution or similar.  
  • Strong programming skills. We code in Python, but experience in other programming languages is also valuable.  
  • Strong IT system knowledge. Experienced with model implementation within large organizations.  
  • A strong desire to work in collaboration with others and that you are a true team player.  
  • A structured and systematic approach to problem solving.  
  • The ability to translate long term goals within a complex framework into small and well defined tasks that you solve one by one 
  • A good eye for details and are able to link details to the higher context  
  • The ability to take ownership and are passionate about delivering real results  
  • A business focused mind-set, with ability and desire to understand the business that we are a part of

Image result for bnp paribas logo

Position: Senior Quantitative Analyst (Posted 13th September 2017)

Location: FR-ÎLE-DE-FRANCE-PARIS

BNP Paribas Asset Management is the investment management arm of BNP Paribas, one of the world’s major financial institutions. Managing and advising EUR 580 billion in assets as at 31 March 2017, BNP Paribas Asset Management offers a comprehensive range of active, passive and quantitative investment solutions covering a broad spectrum of asset classes and regions.

The Quant Research Group was created 10 years ago with the objective of centralizing all quantitative resources in one team and developing a strong quantitative culture at BNP Paribas Asset Management.

The Quant Research Group is now well established in BNP Paribas Asset Management and remains at the core of its strategy. The executive committee of BNP Paribas Asset Management is now supporting the expansion of the Quant Research Group to increase further the impact of quantitative research in the activity of the company. The Quant Research Group transversal position and quantitative expertise acquired since its creation will be instrumental in this respect. 

The Quant Research Group is looking to hire, in Parissenior quantitative analyst to help us meet the four quantitative ambitions of BNP Paribas

Asset Management:

  • the expansion of quantitative research support to all investment teams
  • the development of our factor investing and smart beta strategy
  • the contribution to the design of customized and innovative solutions for our clients
  • the use of signals derived from big data in our quantitative strategies

Your missions are:

  • Working with investment teams for which the use of quantitative techniques is still not sufficiently strong and develop the relationship and models with such teams
  • Participating in our "smart beta" development by playing a key role in the research and development of BNP Paribas Asset Management's factor investment strategies in equities and fixed income
  • Contributing to the design of customized and innovative solutions for our clients (helping our solutions group answering client needs)
  • Working along with our data scientists assisting the Quant Research Group with extracting value from big data
  • Participating in the writing of articles in journals (specialized or not);

Qualifications:

  • Advanced degree in quantitative disciplines;
  • 10 years or more of experience in finance, preferably in asset management;
  • Strong skills and interest in Mathematics and Statistics;
  • Solid numerical programming abilities.
Apply Now

Image result for bnp paribas logo
Position: Data Scientist Junior

Location: FR-ÎLE-DE-FRANCE-PARIS

BNP Paribas Asset Management is the investment management arm of BNP Paribas, one of the world’s major financial institutions. Managing and advising EUR 580 billion in assets as at 31 March 2017, BNP Paribas Asset Management offers a comprehensive range of active, passive and quantitative investment solutions covering a broad spectrum of asset classes and regions. 

The Quant Research Group was created 10 years ago with the objective of centralizing all quantitative resources in one team and developing a strong quantitative culture at BNP Paribas Asset Management.

The Quant Research Group is now well established in BNP Paribas Asset Management and remains at the core of its strategy. The executive committee of BNP Paribas Asset Management is now supporting the expansion of the Quant Research Group to increase further the impact of quantitative research in the activity of the company. The Quant Research Group transversal position and quantitative expertise acquired since its creation will be instrumental in this respect.

The Quant Research Group is looking to hire, in Paris, a data scientists/quantitative analysts to strengthen its research capabilities and in particular to meet BNP Paribas Asset Management’s ambition to leverage big data as source of information for generating investment performance.

Your missions are:

  • Testing various data sources and benefit from close interaction with academia;
  • Working with investment teams;
  • Participating in BNP Paribas Asset Management factor investing ambitions, researching and enriching our library of factors with new ones;
  • Contributing to the design of customized investment solutions for clients;

Qualifications

  • Advanced degree in quantitative disciplines ;  
  • Experience working with large data sets ;
  • Solid numerical programming abilities ;
  • While we analyze the data-rich domain of finance, financial experience is not a requirement.
Apply Now

RavenPack 


Position: Data Scientist (Quant) (Posted 8th September 2017)

As a data scientist, you will be participating in the development of new products, as well as showcasing the value of our data for trading and investment purposes across various asset classes and time horizons. You will be reporting directly to the Chief Data Scientist and will interact with peers across various lines of business and technical teams to support projects that will span big data analysis and product development among others.

Responsibilities:
  • Processing and analyzing large datasets to detect hidden signals and relationships
  • Participating in the development of new products shaping the future of the financial industry
  • Acquiring sophisticated knowledge of Big Data applications across various asset classes and trading horizons
  • Interacting with fun and interesting colleagues
Requirements:
  • A PhD/MSc in an applied science, e.g. Statistics, Physics, Mathematics, Signal Processing, Machine Learning, Econometrics etc.
  • Experience working with large data sets, or noisy data would be an advantage
  • Outstanding quantitative, analytical and problem solving skills, with the ability to develop original research
  • An enthusiastic and collaborative approach to research and the desire to work with colleagues as smart as you are
  • The ability to communicate effectively in English, both in writing and verbally is a must. Knowledge of Spanish is not a business requirement.
  • European Union legal working status is required.
Apply Now